Showing 1 to 10 of 2 items
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1.
Writer : Rostami، Mohammad Reza ؛ Behzadi، Adel ؛ Corresponding Author : Alipour، Peyman ؛
Journal:Iranian Journal of Finance»October 2018, Volume 2 - Number 4 (14 page(s) - From 27 to 40 )
Keywords:Granger causalityGARCHStock ReturnsVector Auto Regression Modelreturn volatilityCausal RelationshipsVolume of trade
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2.
Writer : Rostami، Mohammadreza ؛ Pouyanfard، Reyhane ؛ Hashempour، Maryam ؛
Journal:Iranian Journal of Finance»Autumn 2017, Volume 1 - Number2 (15 page(s) - From 6 to 20 )
Keywords:betacompany sizewavelet analysisBV/MV (The ratio of book value to market value)